+423.5%
PPG vs XME
+244.0%
+179.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -7.2% | +1.4% | -8.6% | -7.9% |
| 3M | -7.3% | +2.7% | -10.1% | -8.9% |
| 6M | +0.3% | +6.5% | -6.3% | -3.4% |
| YTD | +6.5% | +15.2% | -8.7% | -1.4% |
| 1Y | +0.5% | +43.5% | -43.0% | -16.4% |
| 3Y | -15.3% | +135.9% | -151.2% | -44.4% |
| 5Y | -22.9% | +181.5% | -204.3% | -54.6% |
| 10Y | +28.4% | +436.9% | -408.5% | -47.1% |
| All | +423.5% | +244.0% | +179.5% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling